3EDGE Asset Management, LP Quant / Systematic

CIK: 0001665605 · Show all filings

Period: Q2 2018 (← Previous) (Next →)

Filing Date: Aug 1, 2018

Total Value ($000): $1,271,517 (100.0% shares, 0.0% debt)

Holdings (16)

IWM ISHARES TR 41.3%

Value ($000) $525,439 Shares 3,208,400 Est. Cost — Unrealized —

JPST JP MORGAN EXCHANGE TRADED FD 25.6%

Value ($000) $325,084 Shares 6,488,700 Est. Cost $50.09 Unrealized —

TDTF FLEXSHARES TR 6.1%

Value ($000) $77,169 Shares 3,125,500 Est. Cost $24.69 Unrealized —

QQQ INVESCO QQQ TR 5.2%

Value ($000) $66,470 Shares 387,200 Est. Cost $171.67 Unrealized —

VBR VANGUARD INDEX FDS 5.2%

Value ($000) $66,338 Shares 488,500 Est. Cost $127.36 Unrealized —

GOVT ISHARES TR 3.7%

Value ($000) $46,547 Shares 1,890,200 Est. Cost $24.63 Unrealized —

— ISHARES GOLD TRUST 3.0%

Value ($000) $38,069 Shares 3,167,100 Est. Cost $12.07 Unrealized —

FBND FIDELITY 2.0%

Value ($000) $24,957 Shares 510,700 Est. Cost $50.11 Unrealized —

IEMG ISHARES INC 1.7%

Value ($000) $21,792 Shares 415,000 Est. Cost $56.90 Unrealized —

SHV ISHARES TR 1.6%

Value ($000) $20,975 Shares 189,900 Est. Cost $110.35 Unrealized —

ITOT ISHARES TR 1.6%

Value ($000) $20,790 Shares 332,500 Est. Cost $60.85 Unrealized —

COMT ISHARES US ETF TR 1.2%

Value ($000) $15,777 Shares 403,900 Est. Cost $36.99 Unrealized —

— ISHARES INC 1.2%

Value ($000) $14,756 Shares 512,200 Est. Cost $27.47 Unrealized —

— INDEXIQ ETF TR 0.4%

Value ($000) $5,425 Shares 196,200 Est. Cost $26.99 Unrealized —

— VANECK VECTORS ETF TR 0.1%

Value ($000) $1,543 Shares 66,800 Est. Cost $17.60 Unrealized —

ACWI ISHARES TR 0.0%

Value ($000) $386 Shares 5,400 Est. Cost $64.88 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
IWM	ISHARES TR	3,208,400	$525,439	41.3%	—	—	Call	464287655
JPST	JP MORGAN EXCHANGE TRADED FD	6,488,700	$325,084	25.6%	$50.09	—	ULTRA SHRT INC	46641Q837
TDTF	FLEXSHARES TR	3,125,500	$77,169	6.1%	$24.69	—	IBOXX 5YR TRGT	33939L605
QQQ	INVESCO QQQ TR	387,200	$66,470	5.2%	$171.67	—	UNIT SER 1	46090E103
VBR	VANGUARD INDEX FDS	488,500	$66,338	5.2%	$127.36	—	SM CP VAL ETF	922908611
GOVT	ISHARES TR	1,890,200	$46,547	3.7%	$24.63	—	US TREAS BD ETF	46429B267
—	ISHARES GOLD TRUST	3,167,100	$38,069	3.0%	$12.07	—	ISHARES	464285105
FBND	FIDELITY	510,700	$24,957	2.0%	$50.11	—	TOTAL BD ETF	316188309
IEMG	ISHARES INC	415,000	$21,792	1.7%	$56.90	—	CORE MSCI EMKT	46434G103
SHV	ISHARES TR	189,900	$20,975	1.6%	$110.35	—	SHORT TREAS BD	464288679
ITOT	ISHARES TR	332,500	$20,790	1.6%	$60.85	—	CORE S&P TTL STK	464287150
COMT	ISHARES US ETF TR	403,900	$15,777	1.2%	$36.99	—	COMMOD SEL STG	46431W853
—	ISHARES INC	512,200	$14,756	1.2%	$27.47	—	MSCI FRNTR100ETF	464286145
—	INDEXIQ ETF TR	196,200	$5,425	0.4%	$26.99	—	IQ GLB RES ETF	45409B883
—	VANECK VECTORS ETF TR	66,800	$1,543	0.1%	$17.60	—	RARE EARTH STRAT	92189F742
ACWI	ISHARES TR	5,400	$386	0.0%	$64.88	—	MSCI ACWI ETF	464288257